fa.em: Factor analysis via EM algorithm to maximize likelihood

Description Usage Arguments References See Also

View source: R/factor_functions.R

Description

Factor analysis via EM algorithm to maximize likelihood

Usage

1
fa.em(Y, r, tol = 1e-06, maxiter = 1000)

Arguments

Y

data matrix, a n*p matrix

r

number of factors

tol

a tolerance scale of change of log-likelihood for convergence in the EM iterations

maxiter

maximum iterations

References

Bai, J. and Li, K. (2012). Statistical analysis of factor models of high dimension. The Annals of Statistics 40, 436-465.

See Also

factor.analysis for the main function.


cate documentation built on July 2, 2020, 4:08 a.m.